Compositional: eel.test1 – R documentation

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eel.test1

Exponential empirical likelihood for a one sample mean vector hypothesis testing

Exponential empirical likelihood for a one sample mean vector hypothesis testing.

eel.test1(x, mu, tol = 1e-06, R = 1)

`x`	A matrix containing Euclidean data.
`mu`	The hypothesized mean vector.
`tol`	The tolerance value used to stop the Newton-Raphson algorithm.
`R`	The number of bootstrap samples used to calculate the p-value. If R = 1 (default value), no bootstrap calibration is performed

Multivariate hypothesis test for a one sample mean vector. This is a non parametric test and it works for univariate and multivariate data.

A list including:

`p`	The estimated probabilities.
`lambda`	The value of the Lagrangian parameter λ.
`iter`	The number of iterations required by the newton-Raphson algorithm.
`info`	The value of the log-likelihood ratio test statistic along with its corresponding p-value.
`runtime`	The runtime of the process.

Michail Tsagris

R implementation and documentation: Michail Tsagris mtsagris@uoc.gr and Giorgos Athineou <gioathineou@gmail.com>

Jing Bing-Yi and Andrew TA Wood (1996). Exponential empirical likelihood is not Bartlett correctable. Annals of Statistics 24(1): 365-369.

Owen A. B. (2001). Empirical likelihood. Chapman and Hall/CRC Press.

x <- Rfast::rmvnorm(100, numeric(10), diag( rexp(10, 0.5) ) )
eel.test1(x, numeric(10) )
el.test1(x, numeric(10) )

Compositional Data Analysis

v4.6

GPL (>= 2)

Authors

Michail Tsagris [aut, cre], Giorgos Athineou [aut], Abdulaziz Alenazi [ctb]

Initial release

2021-04-27